+341.2%
ACWI vs BR
+1,469.4%
-1,128.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.1% |
| 7D | +0.3% | +4.4% | -4.1% | -1.8% |
| 30D | -2.8% | +16.3% | -19.1% | -9.8% |
| 3M | -3.2% | +16.2% | -19.4% | -10.5% |
| 6M | +1.3% | +30.3% | -29.0% | -12.4% |
| YTD | +11.2% | -12.2% | +23.4% | +15.6% |
| 1Y | +13.8% | -11.3% | +25.0% | +17.5% |
| 3Y | +76.2% | +15.2% | +60.9% | +56.3% |
| 5Y | +59.5% | +18.0% | +41.4% | +36.9% |
| 10Y | +222.2% | +268.7% | -46.5% | +42.2% |
| All | +341.2% | +1,469.4% | -1,128.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling